Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
23.04.2024 1.64% 0.61 CHF 0.62 CHF 1'468'900 1'468'900 1'468'710 1'468'710 889'088 CHF 903'777 CHF 100.00% 100.00%
22.04.2024 1.59% 0.60 CHF 0.61 CHF 1'432'800 1'432'800 1'432'500 1'432'500 893'086 CHF 907'414 CHF 100.00% 100.00%
19.04.2024 1.68% 0.61 CHF 0.62 CHF 1'471'300 1'471'300 1'471'300 1'471'300 870'011 CHF 884'724 CHF 100.00% 100.00%
18.04.2024 1.72% 0.60 CHF 0.61 CHF 1'514'300 1'514'300 1'514'300 1'514'300 875'192 CHF 890'336 CHF 100.00% 100.00%
17.04.2024 1.69% 0.58 CHF 0.59 CHF 1'470'000 1'470'000 1'467'160 1'467'160 865'003 CHF 879'703 CHF 100.00% 100.00%
16.04.2024 1.71% 0.60 CHF 0.61 CHF 1'577'500 1'577'500 1'577'280 1'577'280 913'996 CHF 929'771 CHF 99.92% 99.92%
15.04.2024 1.81% 0.56 CHF 0.57 CHF 1'749'600 1'749'600 1'749'600 1'749'600 957'140 CHF 974'636 CHF 99.83% 99.83%
12.04.2024 1.91% 0.51 CHF 0.52 CHF 1'460'500 1'460'500 1'460'500 1'460'500 758'186 CHF 772'791 CHF 100.00% 100.00%
11.04.2024 1.68% 0.61 CHF 0.62 CHF 1'567'200 1'567'200 1'567'200 1'567'200 922'689 CHF 938'361 CHF 100.00% 100.00%
10.04.2024 1.84% 0.57 CHF 0.58 CHF 1'686'900 1'686'900 1'686'900 1'686'900 910'991 CHF 927'860 CHF 100.00% 100.00%

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